请用聚宽平台，给出近三年上证50指数的顶部及底部区间，区间用pe band衡量，假设资金无上限，于底部持有call，在顶部持有put，无论是call还是put，都在theta值大幅度衰减前滚动为下月合约，请给出python代码

以下是使用聚宽平台获取上证50指数近三年的顶部和底部区间，并使用PE band衡量的代码：

import jqdatasdk as jq
import numpy as np

jq.auth('聚宽账号', '聚宽密码')

# 获取上证50指数的历史收盘价
index_code = '000016.XSHG'
q = jq.query(jq.finance.STK_EXCHANGE_TRADE_INFO.code,
             jq.finance.STK_EXCHANGE_TRADE_INFO.day,
             jq.finance.STK_EXCHANGE_TRADE_INFO.close).filter(jq.finance.STK_EXCHANGE_TRADE_INFO.code == index_code)
df_index = jq.get_fundamentals(q, '2018-01-01', '2021-01-01')
df_index.set_index('day', inplace=True)

# 计算PE band
pe_band = 20
rolling_window = 60
ma = df_index['close'].rolling(window=rolling_window).mean()
std = df_index['close'].rolling(window=rolling_window).std()
pe = ma / df_index['close'].rolling(window=rolling_window).mean() * 100
upper_band = ma + std * pe_band / 100
lower_band = ma - std * pe_band / 100

# 找出顶部和底部区间
tops = []
bottoms = []
for i in range(rolling_window, len(df_index)):
    if df_index['close'][i] > upper_band[i]:
        tops.append(df_index.index[i])
    elif df_index['close'][i] < lower_band[i]:
        bottoms.append(df_index.index[i])

# 持有call和put
call_maturity = 30  # 几天后到期
put_maturity = 30
call_strike = df_index['close'].iloc[-1]  # 在顶部持有的call的行权价
put_strike = df_index['close'].iloc[-1]  # 在底部持有的put的行权价
call_price = jq.get_future_contracts('IC')[0].get_price(call_maturity)  # 未来指数合约价格
put_price = jq.get_future_contracts('IC')[0].get_price(put_maturity)
call_delta = 1  # 暂不考虑delta对冲
put_delta = -1

# 模拟交易
portfolio_value = 1e9  # 初始资金
call_holding = 0
put_holding = 0
for date, price in df_index['close'].items():
    if date in tops:  # 到达顶部，持有put
        call_holding = 0
        put_holding = portfolio_value / (put_delta * put_price)
    elif date in bottoms:  # 到达底部，持有call
        call_holding = portfolio_value / (call_delta * call_price)
        put_holding = 0
    else:  # 不持仓
        call_holding = 0
        put_holding = 0
    portfolio_value = call_holding * call_delta * call_price + put_holding * put_delta * put_price

print('最终总资产：', portfolio_value)

需要注意的是，这里的代码只是一个简单的示例，实际交易中还需要考虑很多其他因素，如手续费、市场流动性等。建议在实际交易前进行充分的测试和风险管理。